-58.5%
PSKY vs GPC
+479.3%
-537.8%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.3% | -5.2% | -4.8% |
| 7D | -24.6% | +5.5% | -30.0% | -23.9% |
| 30D | -36.1% | +0.6% | -36.7% | -36.1% |
| 3M | -85.0% | +99.6% | -184.7% | -72.4% |
| 6M | -85.0% | +99.6% | -184.7% | -72.4% |
| YTD | -85.0% | +99.6% | -184.7% | -72.4% |
| 1Y | -85.0% | +99.6% | -184.7% | -72.4% |
| 3Y | -85.0% | +99.6% | -184.7% | -72.4% |
| 5Y | -85.0% | +99.6% | -184.7% | -72.4% |
| 10Y | -84.4% | +83.7% | -168.1% | -68.9% |
| All | -58.5% | +479.3% | -537.8% | -77.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded GPC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling